What you are describing seems to be a common reaction for people with an amputated limb and is commonly known as "phantom limb pain". It can be experienced as a mild sensation or be the cause of great pain. These sensations usually disappear over time, but if they don't, various approaches can be used to treat them. As these often depend on the type of symptoms you experience as well as on the approach that is best suited to your needs, I recommend you consult a neurologist or a pain medical specialist.